Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'161 CHF | 131'661 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'086 CHF | 132'586 CHF | 99.01% | 99.01% |
11.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'054 CHF | 136'554 CHF | 99.67% | 99.67% |
10.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'809 CHF | 142'309 CHF | 99.84% | 99.84% |
09.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'087 CHF | 141'587 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'006 CHF | 141'506 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'579 CHF | 139'079 CHF | 100.00% | 100.00% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'102 CHF | 140'602 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'773 CHF | 142'273 CHF | 99.51% | 99.51% |
02.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'244 CHF | 147'744 CHF | 99.90% | 99.90% |